+30.8%
RTX vs CEG
-1.1%
+32.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | +6.7% | -9.8% | -3.2% |
| 30D | -10.6% | +11.0% | -21.5% | -10.8% |
| 3M | +11.6% | +19.5% | -7.8% | +11.0% |
| 6M | -4.5% | -5.9% | +1.3% | -4.3% |
| YTD | +9.6% | -15.0% | +24.6% | +9.6% |
| 1Y | +30.8% | +0.6% | +30.2% | +29.1% |
| All | +30.8% | -1.1% | +32.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling